Related papers: Solving Sparse Linear Systems Faster than Matrix M…
We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…
We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where…
In this paper, we present an improved algorithm for the All Pairs Non-decreasing Paths (APNP) problem on weighted simple digraphs, which has running time $\tilde{O}(n^{\frac{3 + \omega}{2}}) = \tilde{O}(n^{2.686})$. Here $n$ is the number…
We show that assuming the availability of the processor with variable precision arithmetic, we can compute matrix-by-matrix multiplications in $O(N^2log_2N)$ computational complexity. We replace the standard matrix-by-matrix multiplications…
Until a few years ago, the fastest known matrix multiplication algorithm, due to Coppersmith and Winograd (1990), ran in time $O(n^{2.3755})$. Recently, a surge of activity by Stothers, Vassilevska-Williams, and Le Gall has led to an…
In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…
We revisit the asymptotic analysis of probabilistic construction of adjacency matrices of expander graphs proposed in [4]. With better bounds we derived a new reduced sample complexity for the number of nonzeros per column of these…
We present an efficient numerical method for computing Hamiltonian matrix elements between non-orthogonal Slater determinants, focusing on the most time-consuming component of the calculation that involves a sparse array. In the usual case…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…
In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…
The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…
We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…
While quantum algorithms for solving large scale systems of linear equations offer potentially exponential speedups, their application has largely been confined to sparse matrices. This work extends the scope of these algorithms to a broad…
We present an optimized single-precision implementation of the Sparse Approximate Matrix Multiply (\SpAMM{}) [M. Challacombe and N. Bock, arXiv {\bf 1011.3534} (2010)], a fast algorithm for matrix-matrix multiplication for matrices with…
In this paper, we generalize Spencer's hyperbolic cosine algorithm to the matrix-valued setting. We apply the proposed algorithm to several problems by analyzing its computational efficiency under two special cases of matrices; one in which…
In this paper, we obtain improved running times for regression and top eigenvector computation for numerically sparse matrices. Given a data matrix $A \in \mathbb{R}^{n \times d}$ where every row $a \in \mathbb{R}^d$ has $\|a\|_2^2 \leq L$…
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…
We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on…
Obeying constraints imposed by classical physics, we give optimal fine-grained algorithms for matrix multiplication and problems involving graphs and mazes, where all calculations are done in 3-dimensional space. We assume that whatever the…
We introduce a method for sparsifying distributed algorithms and exhibit how it leads to improvements that go past known barriers in two algorithmic settings of large-scale graph processing: Massively Parallel Computation (MPC), and Local…